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2![8 Brownian motion and Itô calculus Brownian motion is a continuous analogue of simple random walks (as described in the previous part), which is very important in many practical applications. This importance has its ori 8 Brownian motion and Itô calculus Brownian motion is a continuous analogue of simple random walks (as described in the previous part), which is very important in many practical applications. This importance has its ori](https://www.pdfsearch.io/img/e222eac5b0dad9c101c2fee5de5ccdd0.jpg) | Add to Reading ListSource URL: www.cmap.polytechnique.frLanguage: English - Date: 2012-10-05 03:43:56
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3![Estimating Quadratic Variation Consistently in the presence of Correlated Measurement Error Ilze Kalninay and Oliver Lintonz The London School of Economics October 3, 2006 Estimating Quadratic Variation Consistently in the presence of Correlated Measurement Error Ilze Kalninay and Oliver Lintonz The London School of Economics October 3, 2006](https://www.pdfsearch.io/img/b0147ab9cae6294bc41dce105903d0af.jpg) | Add to Reading ListSource URL: www.istfin.eco.usi.chLanguage: English - Date: 2009-01-27 08:15:31
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4![Processes of Class Sigma, Last Passage Times and Drawdowns Patrick Cheridito∗ Princeton University Princeton, NJ, USA Ashkan Nikeghbali Processes of Class Sigma, Last Passage Times and Drawdowns Patrick Cheridito∗ Princeton University Princeton, NJ, USA Ashkan Nikeghbali](https://www.pdfsearch.io/img/15e0f9d010392b1f149df454b40c6963.jpg) | Add to Reading ListSource URL: www.princeton.eduLanguage: English - Date: 2012-04-27 16:45:47
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5![Weak Approximation of ∗ Yan Dolinsky Marcel Nutz Weak Approximation of ∗ Yan Dolinsky Marcel Nutz](https://www.pdfsearch.io/img/9182375d08d16bd33d30406a084946da.jpg) | Add to Reading ListSource URL: www.math.columbia.eduLanguage: English - Date: 2011-07-12 11:28:13
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6![A Martingale Decomposition of Discrete Markov Chains Peter Reinhard Hansen CREATES Research PaperDepartment of Economics and Business Aarhus University A Martingale Decomposition of Discrete Markov Chains Peter Reinhard Hansen CREATES Research PaperDepartment of Economics and Business Aarhus University](https://www.pdfsearch.io/img/c69c2fcf8926f2c36a4523b6bb20e718.jpg) | Add to Reading ListSource URL: pure.au.dkLanguage: English - Date: 2015-04-28 07:38:00
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7![Stochastic Calculus and Financial Applications Final Take Home Exam (Steele: Fall[removed]Instructions. You may consult any books or articles that you find useful. If you use a result that is not from our text, attach a co Stochastic Calculus and Financial Applications Final Take Home Exam (Steele: Fall[removed]Instructions. You may consult any books or articles that you find useful. If you use a result that is not from our text, attach a co](https://www.pdfsearch.io/img/5d625cec96ef24a39b5b7b62aee0f742.jpg) | Add to Reading ListSource URL: www-stat.wharton.upenn.eduLanguage: English - Date: 2013-12-11 16:06:34
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8![Stochastic Calculus for Finance, AME, MT 1998, Problems 1 Stochastic Calculus for Finance Michaelmas Term 1998: Problems for solution Stochastic Calculus for Finance, AME, MT 1998, Problems 1 Stochastic Calculus for Finance Michaelmas Term 1998: Problems for solution](https://www.pdfsearch.io/img/702bcc45c6309beaa95288cb144b18fd.jpg) | Add to Reading ListSource URL: www-stat.wharton.upenn.eduLanguage: English - Date: 2010-12-11 08:07:57
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9![Basic Facts about Brownian Motion, Stochastic Integration and Stochastic Differential Equations M.Yor(1),(2) July 5, [removed]) Basic Facts about Brownian Motion, Stochastic Integration and Stochastic Differential Equations M.Yor(1),(2) July 5, [removed])](https://www.pdfsearch.io/img/20785d61f7ad1aec7f9617e6c076f27c.jpg) | Add to Reading ListSource URL: www.math.upatras.grLanguage: English - Date: 2005-07-09 12:18:50
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10![Pricing Options on Realized Variance in L´evy Models Martin Keller-Ressel ETH Z¨ urich based on joint work with Johannes Muhle-Karbe Pricing Options on Realized Variance in L´evy Models Martin Keller-Ressel ETH Z¨ urich based on joint work with Johannes Muhle-Karbe](https://www.pdfsearch.io/img/186c23340b422f0cb4eb3f339fe9c496.jpg) | Add to Reading ListSource URL: www.fields.utoronto.caLanguage: English - Date: 2010-06-20 15:11:10
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